An invariance principle to Ferrari-Spohn diffusions (Q2018310)

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An invariance principle to Ferrari-Spohn diffusions
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    An invariance principle to Ferrari-Spohn diffusions (English)
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    14 April 2015
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    Consider a Gibbs random field \(X= (X_i)_{1\leq i\leq N}\) with \(X_i\in\mathbb{N}\) for all \(i\) and effective Hamiltonian \[ H_\lambda= \sum^{N-1}_{i=1} \Phi(X_{i+1}- X_i)+ \sum^N_{i=1} V_\lambda(X_i) \] depending on a parameter \(\lambda>0\). For fairly general interactions \(\Phi\) and external potentials \(V_\lambda\), the authors derive scaling limits for \(X\), letting \(N\to\infty\) and \(\lambda(N)\to 0\) in a suitably connected way. The limiting objects are stationary, reversible, ergodic diffusions with drifts given by the logarithmic derivatives of the ground states of associated Sturm-Liouville operators. In particular, if \(V_\lambda= x\lambda\), the Ferrari-Spohn diffusion with log-Airy drift is recovered [\textit{P. L. Ferrari} and \textit{H. Spohn}, Ann. Probab. 33, No. 4, 1302--1325 (2005; Zbl 1082.60071)]. The proofs combine functional analysis with probabilistic estimates for random walks based on an earlier paper [\textit{O. Hryniv} and \textit{Y. Velenik}, Probab. Theory Relat. Fields 130, No. 2, 222--258 (2004; Zbl 1078.60034)]. Some applications to problems of statistical physics are mentioned, such as critical prewetting in the two-dimensional Ising model, interfacial adsorption between equilibrium phases, geometry of the top-most layer of the \(2+1\)-dimensional SOS model above a wall, and island of activity in kinetically constrained models.
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    invariance principle
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    Ferrari-Spohn diffusions
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    Gibbs random fields
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    tilted random walk bridge
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    statistical physics
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    Ising model
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    SOS model
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    scaling limit
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